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Results 1 to 25 of 174

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Path transformations connecting Brownian bridge, excursion and meanderBERTOIN, J; PITMAN, J.Bulletin des sciences mathématiques (Paris. 1885). 1994, Vol 118, Num 2, pp 147-166, issn 0007-4497Article

Sur l'extension d'une identité en loi entre le pont brownien et la variance du mouvement brownien = On the identity in law extension between the brownian bridge and the brownian motion varianceCHING-SUNG CHOU.Stochastic processes and their applications. 1994, Vol 49, Num 2, pp 217-225, issn 0304-4149Article

Sur une identité en loi entre deux fonctionnelles quadratiques du pont brownien = On an identity in law involving two quadratic functionals of the Brownian bridgePYCKE, Jean-Renaud.Comptes rendus. Mathématique. 2005, Vol 340, Num 5, pp 373-376, issn 1631-073X, 4 p.Article

AN EXPLICIT FORMULA FOR THE C.D.F. OF THE L1 NORM OF THE BROWNIAN BRIDGEJOHNSON BM; KILLEEN T.1983; ANNALS OF PROBABILITY; ISSN 0091-1798; USA; DA. 1983; VOL. 11; NO 3; PP. 807-808; BIBL. 5 REF.Article

Tests for changes in models with a polynomial trendKUAN, C.-M.Journal of econometrics. 1998, Vol 84, Num 1, pp 75-91, issn 0304-4076Article

Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processesPITERBARG, V; TARAN, V.Computers & mathematics with applications (1987). 1991, Vol 22, Num 7, pp 85-91, issn 0898-1221Article

On Aki's nonparametric test for symmetryNABEYA, S.Annals of the Institute of Statistical Mathematics. 1987, Vol 39, Num 3, pp 473-482, issn 0020-3157Article

Hungarian construction from the nonasymptotic viewpointBRETAGNOLLE, J; MASSART, P.Annals of probability. 1989, Vol 17, Num 1, pp 239-256, issn 0091-1798, 18 p.Article

Two Lil-type results for the Brownian bridgePRADIP KUMAR SEN.Journal of multivariate analysis. 1986, Vol 19, Num 1, pp 113-118, issn 0047-259XArticle

A remark about the norm of a Brownian bridgeYOR, M; ZAMBOTTI, L.Statistics & probability letters. 2004, Vol 68, Num 3, pp 297-304, issn 0167-7152, 8 p.Article

Reflected Brownian Bridge area conditioned on its local time at the originCHASSAING, Philippe; LOUCHARD, Guy.Journal of algorithms (Print). 2002, Vol 44, Num 1, pp 29-51, issn 0196-6774, 23 p.Article

Le specre de certaines mosaïques poissoniennes du plan et l'enveloppe convexe du pont brownien = The spectrum of some planar Poisson mosaic processes and the convex hull of Brownian bridgeGOLDMAN, A.Probability theory and related fields. 1996, Vol 105, Num 1, pp 57-83, issn 0178-8051Article

The joint distribution of the running maximum and its location of D-valued Markov processesFERGER, D.Journal of applied probability. 1995, Vol 32, Num 3, pp 842-845, issn 0021-9002Article

A functional limit theorem for trimmed sumsKASAHARA, Y.Stochastic processes and their applications. 1993, Vol 47, Num 2, pp 315-322, issn 0304-4149Article

INVARIANCE OF WIENER PROCESSES AND OF BROWNIAN BRIDGES BY INTEGRAL TRANSFORMS AND APPLICATIONSDEHEUVELS P.1982; STOCHASTIC PROCESSES AND THEIR APPLICATIONS; ISSN 0304-4149; NLD; DA. 1982; VOL. 13; NO 3; PP. 311-318; BIBL. 8 REF.Article

Concentration of the Brownian bridge on cartan-hadamard manifolds with pinched negative sectional curvatureARNAUDON, Marc; SIMON, Thomas.Annales de l'Institut Fourier. 2005, Vol 55, Num 3, issn 0373-0956, VII, X, 891-930 [42 p.]Article

Asymptotic distributions of weighted compound Poisson bridgesSZYSKOWICZ, B.Mathematical proceedings of the Cambridge Philosophical Society. 1992, Vol 112, Num 3, pp 613-629, issn 0305-0041Article

A note about the Gaussian property of the brownian bridgeGUTIERREZ, R; VALDERRAMA, M. J.Applied stochastic models and data analysis. 1992, Vol 8, Num 1, pp 1-5, issn 8755-0024Article

Embedding the finite sampling process at a rateSHORACK, G. R.Annals of probability. 1991, Vol 19, Num 2, pp 826-842, issn 0091-1798Article

An explicit expression for the distribution of the suprenum of brownian motion with a change pointBOUKAI, B.Communications in statistics. Theory and methods. 1990, Vol 19, Num 1, pp 31-40, issn 0361-0926Article

Approximations of weighted empirical and quantile processesCSORGO, M; HORVATH, L.Statistics & probability letters. 1986, Vol 4, Num 6, pp 275-280, issn 0167-7152Article

On the best approximation for bootstrapped empirical processesHORVATH, L; STEINEBACH, J.Statistics & probability letters. 1999, Vol 41, Num 2, pp 117-122, issn 0167-7152Article

Testing for changes in multinomial observations : the Lindisfarne Scribes problemHORVATH, L; SERBINOWSKA, M.Scandinavian journal of statistics. 1995, Vol 22, Num 3, pp 371-384, issn 0303-6898Article

Symmetric stable processes, Fubini's theorem, and some extensions of the Ciesielski-Taylor identities in lawDONATI-MARTIN, C; SONG, S; YOR, M et al.Stochastics and stochastics reports (Print). 1994, Vol 50, Num 1-2, pp 1-33, issn 1045-1129Article

Weak convergence of smoothed empirical processesVAN DER VAART, A.Scandinavian journal of statistics. 1994, Vol 21, Num 4, pp 501-504, issn 0303-6898Article

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